scientific article; zbMATH DE number 3824942

MaRDI QIDQ3670352zbMATH OpenFDO

Authors

Publication date 1983

zbMATH Keywords

projectionchange-point problemBrownian bridgecontrol chartreversed martingaleasymptotic distributions of rank statisticsserial rank

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited in

(6)

• Change-point detection with rank statistics in long-memory time-series models
• Rank tests for two change points
• Limit theorems for generalized sequential rank statistics
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Data driven rank statistics in change point analysis
• Change-point problems: bibliography and review

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